A universal strong law of large numbers for conditional expectations via nearest neighbors

DOI10.1016/J.JMVA.2007.06.009MaRDI QIDQ928847zbMATH OpenOpenAlexFDO

Authors Harro Walk

Publication date 11 June 2008

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2007.06.009

zbMATH Keywords

conditional expectationnearest neighbor regression estimationstrong law of large numbersstrong universal pointwise consistency

Mathematics Subject Classification ID

Strong limit theorems (60F15) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

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Cites work

• A distribution-free theory of nonparametric regression
• A strong law of large numbers for nonparametric regression
• An Efron-Stein inequality for nonsymmetric statistics
• An elementary proof of the strong law of large numbers
• Consistent nonparametric regression. Discussion
• Distribution-free pointwise consistency of kernel regression estimate
• scientific article; zbMATH DE number 3563431 (Why is no real title available?)
• scientific article; zbMATH DE number 893887 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• On a universal strong law of large numbers for conditional expectations
• On almost sure convergence of conditional empirical distribution functions
• On the almost everywhere convergence of nonparametric regression function estimates
• On the strong universal consistency of nearest neighbor regression function estimates
• Strong convergence of kernel estimates of nonparametric regression functions
• Strong universal pointwise consistency of recursive regression estimates
• Strong universal pointwise consistency of some regression function estimates
• The jackknife estimate of variance
• Universal schemes for learning the best nonlinear predictor given the infinite past and side information

Cited in

(9)

• A strong law of large numbers for nonparametric regression
• On a universal strong law of large numbers for conditional expectations
• Ranking the importance of variables in nonlinear system identification
• On the strong universal consistency of local averaging regression estimates
• A law of large numbers for nearest neighbour statistics
• Rates of convergence for the \(k\)-nearest neighbor estimators with smoother regression functions
• Distribution-free algorithms for predictive stochastic programming in the presence of streaming data
• Proof of reliability convergence to 1 at rate of spearman-Brown formula for random test forms and irrespective of item pool dimensionality
• Optimal global rates of convergence for nonparametric regression with unbounded data

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